Unless you live near a coast, most shrimp is frozen. Even the stuff on ice at the supermarket (Normally) comes in bags frozen and put on ice for display. Sometimes that's of better quality than the stuff in the freezer section that is often imported from overseas. I've ask the fishmonger at a Krogers to give me one of the bags they use for the 'display shrimp' when I needed shrimp to store in the freezer. It was much better than the normal frozen shrimp out in the main store.